+478.1%
FLEX vs XEL
+50.2%
+427.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.5% |
| 7D | +7.0% | +1.3% | +5.7% | +7.1% |
| 30D | -5.8% | -1.5% | -4.3% | -5.9% |
| 3M | -24.2% | -0.2% | -24.0% | -24.3% |
| 6M | +90.8% | -5.4% | +96.2% | +89.8% |
| YTD | +89.2% | +5.6% | +83.5% | +89.7% |
| 1Y | +104.7% | +10.5% | +94.3% | +106.3% |
| 3Y | +478.1% | +49.2% | +428.9% | +489.8% |
| All | +478.1% | +50.2% | +427.9% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling